中国与世界经济波动的相关性研究  

A Study of the Correlation Between China and World Economy

作　　者：宋玉华[1] 方建春[1] 

机构地区：[1]浙江大学经济学院

出　　处：《财贸经济》2007年第1期104-110,共7页Finance & Trade Economics

基　　金：国家社会科学基金重点课题(02AGJ001)阶段性成果

摘　　要：本文针对中国与世界经济波动的相互作用与影响这一日益重要的问题进行了一系列的计量检验。检验结果表明,自改革开放以来,中国经济的持续性比世界经济稍强,但中国经济的波动幅度较大;中国经济与世界经济的相关性经历了由强到弱,再逐步转强的过程,但总体上相关性程度较低;中国经济波动滞后于世界经济波动,表明中国经济对世界经济存在较强的依赖性;在10%显著性水平下二者互为格兰杰因果关系,但世界经济对中国经济的影响更大;中国经济与世界经济、中国经济与中国对外贸易、中国经济与FDI流入之间有较强的相互冲击效应;中国对外贸易对世界经济波动的影响力较大,而世界经济对中国对外贸易的影响力却有限。The article focuses on the interactive impact of Chinese and the world economy and a series of econometric tools are used in testing the correlation between them.The result shows that the duration of the Chinese economy is much better than the world economy since the economic reform and the opening-up of China,but the volatility is stronger.The correlation between them turns to be strong from the former strong trend to weak one,but the whole correlation is weak.The volatility of the Chinese economy lags the world economy,which shows that the former relies on the latter to a certain extent.The Granger causalities between them are statistically significant on the level of 10%,but the impact of the world economy is larger.The Chinese economy and the world economy,the Chinese economy and foreign trade,the Chinese economy and the FDI inflows have strong mutual shock impacts.The total foreign trade volume has much larger impact on the world economy.

关 键 词：中国与世界经济波动 协动性 因果关系 传导机制 

分 类 号：F125[经济管理—世界经济] F224